# name
Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise

# metadata.dc.description.abstract[].value
We obtain the exact analytical expression, up to a quadrature, for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise from a region (0,L) in space. We obtain a completely explicit expression for T(x,0) and discuss the dependence of T(x,v) as a function of the size L of the region. We develop a new method that may be used to solve other exit time problems.

# metadata.dc.source[].value
Articles publicats en revistes (Física de la Matèria Condensada)

# metadata.dc.title[].value
Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise